M Options History — February 2021 In February 2021, M traded between $13.72 and $15.95. ATM implied volatility averaged 89.4%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 23.5%. IV traded above realized volatility by 3.1% (HV 20d: 86.3%). Max pain ranged from $12.00 to $14.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.46.
Notable Days 2021-02-25 : Highest Volume — 130,928 contracts2021-02-04 : Largest IV drop — 18.1% change2021-02-02 : Highest IV Rank — 50.1%2021-02-01 : Largest Expected Move — 30.6%Monthly Statistics Metric Avg Min Max Open Close Price $15.07 $13.72 $15.95 $14.68 $15.41 Max Pain $13.68 $12.00 $14.00 $12.00 $14.00 ATM IV 89.4% 73.5% 136.1% 127.9% 74.0% Expected Move 23.5% 20.5% 30.6% 30.6% 21.3% HV 20d 86.3% 57.2% 96.4% 88.4% 57.2% HV 60d 80.3% 73.3% 88.6% 87.0% 73.3% IV Rank 23.3% 13.8% 50.1% 45.4% 13.8% IV Percentile 45.1% 21.8% 93.3% 88.9% 22.2% Term Structure 0.1% -46.6% 69.2% 69.2% -4.7% VWIV 85.8% 72.4% 125.5% 125.5% 75.7% Skew 25d 3.1% -11.4% 63.0% 30.3% -3.4% Skew 10d -0.7% -26.6% 76.2% 32.7% -8.5% Call IV 25d 88.1% 72.9% 110.1% 110.1% 79.4% Put IV 25d 91.2% 74.9% 160.9% 140.4% 76.0% Bid-Ask Spread % 11.28 6.02 18.51 7.15 10.80 Gamma HHI 0.14 0.08 0.46 0.08 0.34 Net GEX 2.9M 845.8K 7.3M 2.0M 7.3M Net DEX -159.3M -201.5M -112.3M -167.3M -154.7M Net VEX -1.0M -1.1M -957.7K -1.1M -995.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.20 0.84 0.21 0.26 Total Volume 55,750.526 21,281 130,928 59,816 50,360 Total OI 611,514.211 446,424 695,936 612,587 559,769
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-02-01 $14.68 $12.00 127.9% 30.6% 88.4% 45.4% 125.5% 30.3% 69.2% 2.0M -167.3M -1.1M 0.21 7.15 N/A N/A 49,307 10,509 325,430 287,157 2021-02-02 $13.72 $12.00 136.1% 25.4% 92.8% 50.1% 97.9% 63.0% -46.6% 1.5M -115.5M -1.0M 0.84 11.60 N/A N/A 41,342 34,672 344,582 289,015 2021-02-03 $14.91 $12.00 114.5% 24.2% 96.4% 37.8% 89.2% 32.8% 8.5% 2.8M -182.9M -1.1M 0.31 12.10 N/A N/A 35,882 11,078 359,638 302,577 2021-02-04 $15.14 $14.00 93.8% 24.3% 92.0% 25.9% 88.8% 0.4% 25.3% 3.4M -189.3M -1.1M 0.38 7.96 N/A N/A 50,545 19,416 367,230 307,218 2021-02-05 $15.10 $14.00 86.5% 23.7% 91.4% 21.8% 87.6% -2.9% 0.9% 3.6M -183.6M -1.1M 0.57 13.78 N/A N/A 32,262 18,443 380,349 315,587 2021-02-08 $15.59 $14.00 85.9% 23.6% 91.7% 21.4% 87.7% -3.5% -1.0% 2.8M -201.5M -1.1M 0.45 8.15 N/A N/A 30,721 13,784 343,482 290,173 2021-02-09 $15.28 $14.00 85.2% 23.6% 92.4% 21.0% 85.8% -11.4% 2.4% 2.9M -184.4M -1.0M 0.42 7.22 N/A N/A 18,919 7,916 352,826 293,109 2021-02-10 $15.20 $14.00 86.1% 23.5% 91.9% 21.5% 83.6% -9.3% -2.2% 2.9M -181.7M -1.0M 0.37 7.92 N/A N/A 18,460 6,854 357,717 296,039 2021-02-11 $15.19 $14.00 93.5% 22.9% 91.9% 25.8% 81.8% -9.0% -4.1% 2.7M -178.2M -1.0M 0.76 17.70 N/A N/A 18,899 14,352 361,340 299,645 2021-02-12 $14.82 $14.00 80.2% 22.2% 91.2% 18.2% 81.5% -10.0% 0.6% 1.9M -151.5M -1.0M 0.22 9.59 N/A N/A 27,166 5,967 361,908 303,925 2021-02-16 $15.10 $14.00 80.1% 22.7% 87.2% 18.1% 83.1% -5.6% 0.2% 2.3M -161.9M -991.9K 0.45 11.61 N/A N/A 22,014 9,823 324,285 289,198 2021-02-17 $14.82 $14.00 80.8% 23.2% 87.1% 18.5% 83.1% -4.4% -8.2% 2.1M -148.4M -966.3K 0.73 12.32 N/A N/A 12,280 9,001 332,403 292,271 2021-02-18 $14.31 $14.00 77.7% 22.8% 87.5% 16.7% 82.2% -1.8% -24.5% 845.8K -112.4M -957.7K 0.78 18.51 N/A N/A 23,464 18,189 333,049 297,150 2021-02-19 $14.93 $14.00 82.6% 23.3% 88.4% 19.5% 82.7% -0.9% -0.6% 4.4M -145.1M -975.8K 0.36 13.83 N/A N/A 31,380 11,446 337,643 304,589 2021-02-22 $15.27 $14.00 83.4% 23.5% 87.9% 20.0% 83.5% 1.3% -1.3% 1.2M -112.3M -966.6K 0.43 11.90 N/A N/A 79,519 34,095 221,026 225,398 2021-02-23 $15.95 $14.00 77.8% 20.5% 81.3% 16.8% 72.4% 2.9% -7.1% 3.4M -165.9M -975.5K 0.52 6.02 N/A N/A 62,141 32,445 262,561 244,097 2021-02-24 $15.32 $14.00 73.5% 20.7% 76.4% 14.3% 73.7% -1.9% -0.2% 3.5M -136.7M -970.4K 0.53 10.30 N/A N/A 42,861 22,820 271,319 249,141 2021-02-25 $15.53 $14.00 79.3% 23.6% 65.8% 16.9% 85.0% -7.7% -4.7% 4.5M -154.3M -1.0M 0.20 15.89 N/A N/A 109,542 21,386 279,685 256,239 2021-02-26 $15.41 $14.00 74.0% 21.3% 57.2% 13.8% 75.7% -3.4% -4.7% 7.3M -154.7M -995.5K 0.26 10.80 N/A N/A 40,002 10,358 306,537 253,232
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